+443.6%
STX vs PRU
+36.1%
+407.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | 0.0% |
| 7D | -28.5% | +2.4% | -30.9% | -29.4% |
| 30D | -42.9% | +6.1% | -49.0% | -44.7% |
| 3M | -45.9% | -0.7% | -45.2% | -46.0% |
| 6M | -41.3% | +22.1% | -63.4% | -48.1% |
| YTD | +67.9% | +9.8% | +58.2% | +56.3% |
| 1Y | +66.5% | +19.4% | +47.2% | +47.7% |
| 3Y | +588.0% | +50.4% | +537.6% | +412.6% |
| All | +443.6% | +36.1% | +407.5% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling